+128.9%
ASML vs DRI
+66.4%
+62.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.1% |
| 7D | -9.0% | +2.8% | -11.8% | -9.4% |
| 30D | -21.0% | +13.3% | -34.2% | -22.4% |
| 3M | -16.3% | +8.2% | -24.5% | -17.4% |
| 6M | -7.5% | +17.5% | -25.1% | -10.6% |
| YTD | +34.0% | +26.9% | +7.1% | +27.1% |
| 1Y | +39.3% | +31.6% | +7.7% | +31.0% |
| 3Y | +128.9% | +67.0% | +61.9% | +91.7% |
| All | +128.9% | +66.4% | +62.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling